1.
Cognitive Biases and Asset Prices: Evidence from Exchange Repo Market in China
Number of pages: 36
Posted: 01 Mar 2019
Last Revised: 22 Mar 2019
Working Paper Series
China Life Asset Management Company Ltd., Florida State University, College of Business, Department of Finance, Florida State University, Purdue University and Southwestern University of Finance and Economics (SWUFE)
Downloads
18
2.
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Working Paper Series
CEU and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Number of pages: 53
Posted: 13 Dec 2017
Last Revised: 07 Feb 2019
Downloads
114
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Downloads
28
Downloads
28
3.
Efficient Bubbles?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64
Posted: 06 Jun 2018
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Princeton University - Department of Economics and University of Minnesota, Finance
Downloads
23
4.
System 1, System 2, and Speculative Trading
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 06 Jun 2018
Last Revised: 13 Feb 2019
Working Paper Series
HEC Montreal - Department of Finance and Neoma Business School
Downloads
21
5.
The Exchange Rate Disconnect and the Bank Lending Channel: Evidence from Switzerland
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 05 Jun 2018
Working Paper Series
Cornell University
Downloads
10
6.
Beta Risk in the Cross-Section of Equities
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70
Posted: 05 Jun 2018
Working Paper Series
Concordia University, University of Toronto - Rotman School of Management, University of Toronto - Department of Economics and HEC Montreal
There are 2 versions of this paper
Beta Risk in the Cross-Section of Equities
Rotman School of Management Working Paper No. 2926511
Number of pages: 70
Posted: 03 Mar 2017
Last Revised: 27 Dec 2017
Downloads
379
Beta Risk in the Cross-Section of Equities
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 70
Posted: 05 Jun 2018
Downloads
25
Downloads
25
7.
Special Repo Rates and the Cross-Section of Bond Prices
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39
Posted: 05 Jun 2018
Working Paper Series
Federal Reserve Bank of Chicago and University of Texas at Austin McCombs School of Business
Downloads
6
8.
Banks Defy Gravity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 05 Jun 2018
Last Revised: 28 Jun 2018
Working Paper Series
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads
35
9.
The Informational Value of Consensus Prices: Evidence from the OTC Derivatives Market
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45
Posted: 05 Jun 2018
Working Paper Series
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Downloads
5
10.
Macro Risks and the Term Structure of Interest Rates
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67
Posted: 05 Jun 2018
Working Paper Series
Columbia Business School - Finance and Economics, U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets and Fordham University - Gabelli School of Business
There are 4 versions of this paper
Macro Risks and the Term Structure of Interest Rates
Number of pages: 67
Posted: 31 Aug 2016
Last Revised: 13 May 2018
Downloads
350
Macro Risks and the Term Structure of Interest Rates
FEDS Working Paper No. 2017-058
Number of pages: 76
Posted: 05 Jun 2017
Downloads
60
Macro Risks and the Term Structure of Interest Rates
NBER Working Paper No. w22839
Number of pages: 62
Posted: 21 Nov 2016
Downloads
18
Macro Risks and the Term Structure of Interest Rates
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 67
Posted: 05 Jun 2018
Downloads
11
Downloads
11
11.
Performance-Based Turnover on Corporate Boards
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 05 Jun 2018
Working Paper Series
Arizona State University - Department of Finance, Drexel University and Indiana University - Kelley School of Business
There are 2 versions of this paper
Performance-Based Turnover on Corporate Boards
Number of pages: 51
Posted: 03 Sep 2015
Last Revised: 25 Oct 2017
Downloads
260
Performance-Based Turnover on Corporate Boards
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 05 Jun 2018
Downloads
27
Downloads
27
12.
Trading Complex Risks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 05 Jun 2018
Working Paper Series
University of Melbourne - Department of Finance
There are 2 versions of this paper
Trading Complex Risks
Number of pages: 71
Posted: 12 Dec 2017
Last Revised: 13 Jun 2018
Downloads
65
Trading Complex Risks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 05 Jun 2018
Downloads
15
Downloads
15
13.
Lending Technologies and Lending Relationships
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 05 Jun 2018
Working Paper Series
ESSEC Business School and BI Norwegian Business School
Downloads
8
14.
OTC Discount
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 04 Jun 2018
Working Paper Series
Reserve Bank of Australia, Deutsche Bundesbank, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads
14
15.
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 04 Jun 2018
Last Revised: 01 Feb 2019
Working Paper Series
University of Fribourg - Faculty of Economics and Social Science, HEC Paris - Finance Department and Ecole hôtelière de Lausanne, HES-SO // University of Applied Sciences Western Switzerland
Downloads
43
16.
Electronic Trading in OTC Markets vs. Centralized Exchange
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 04 Jun 2018
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance, Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
There are 2 versions of this paper
Electronic Trading in OTC Markets vs. Centralized Exchange
Swiss Finance Institute Research Paper No. 18-19
Number of pages: 54
Posted: 07 Aug 2017
Last Revised: 22 Mar 2018
Downloads
195
Electronic Trading in OTC Markets vs. Centralized Exchange
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52
Posted: 04 Jun 2018
Downloads
12
Downloads
12
17.
Variance Premium, Downside Risk, and Expected Stock Returns
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47
Posted: 04 Jun 2018
Working Paper Series
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads
26
18.
Learning from Noise? Price and Liquidity Spillovers Around Mutual Fund Fire Sales
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77
Posted: 04 Jun 2018
Working Paper Series
HEC Paris and HEC Paris - Finance Department
Downloads
24
19.
Operating Leverage, Risk Taking and Coordination Failures
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54
Posted: 04 Jun 2018
Working Paper Series
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
Downloads
13
20.
Noise from Other Industries: Overgeneralization and Analyst Beliefs
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65
Posted: 04 Jun 2018
Last Revised: 05 Oct 2018
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus School of Economics (ESE), Students
Downloads
34
21.
Exogenous Shocks and Real Effects of Financial Constraints: Loan- and Firm-Level Evidence around Natural Disasters
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018
Last Revised: 16 Mar 2019
Working Paper Series
Department of Finance, Goizueta Business School, Emory University
22.
Friends at WSJ
Number of pages: 58
Posted: 04 Jun 2018
Last Revised: 16 Mar 2019
Working Paper Series
WHU - Otto Beisheim School of Management
Downloads
125
23.
Is Normal Backwardation Normal? Valuing Financial Futures with a Stochastic, Endogenous Index-Rate Covariance
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 04 Jun 2018
Working Paper Series
Université Paris I Panthéon-Sorbonne and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads
8
24.
Fragmentation and the Price Discovery Dynamics: The Contributions of Multilateral Trading Facilities and Regulated Market
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 04 Jun 2018
Last Revised: 26 Jan 2019
Working Paper Series
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne (PRISM Sorbonne and Labex RéFi)
25.
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46
Posted: 04 Jun 2018
Last Revised: 26 Jan 2019
Working Paper Series
European Commission Joint Research Center - JRC-Ispra, European Commision, Aarhus University - CREATES, University of Manchester - Manchester Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Verona - Department of Economics
Downloads
22
26.
Correcting Alpha Misattribution in Portfolio Sorts
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Jun 2018
Last Revised: 10 Jan 2019
Working Paper Series
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads
30
27.
The Long-Term Consequences of the Tech Bubble on Skilled Workers' Earnings
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 46
Posted: 04 Jun 2018
Last Revised: 01 Mar 2019
Working Paper Series
HEC Paris - Finance Department and Princeton University
Downloads
8
28.
International Capital Markets with Time-Varying Preferences
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 04 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
There are 2 versions of this paper
International Capital Markets with Time-Varying Preferences
SAFE Working Paper No. 176
Number of pages: 69
Posted: 04 Aug 2017
Downloads
66
International Capital Markets with Time-Varying Preferences
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 04 Jun 2018
Downloads
5
Downloads
5
29.
Short Selling and Excess Return Correlation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38
Posted: 04 Jun 2018
Working Paper Series
University of Cambridge - Cambridge-INET Institute, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Vlerick Business School
There are 2 versions of this paper
Short Selling and Excess Return Correlation
Number of pages: 29
Posted: 30 Oct 2017
Last Revised: 18 Dec 2017
Downloads
119
Short Selling and Excess Return Correlation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 38
Posted: 04 Jun 2018
Downloads
44
Downloads
44
30.
The Impact of Renegotiable Debt on Firms
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 75
Posted: 04 Jun 2018
Working Paper Series
University of St. Gallen - School of Finance and Copenhagen Business School
There are 2 versions of this paper
The Impact of Renegotiable Debt on Firms
University of St.Gallen, School of Finance Research Paper No. 2015/14
Number of pages: 68
Posted: 18 Jul 2015
Last Revised: 17 Mar 2017
Downloads
279
The Impact of Renegotiable Debt on Firms
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 75
Posted: 04 Jun 2018
Downloads
6
Downloads
6
31.
Fifty Shades of Active and Index Alpha
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 04 Jun 2018
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads
28
32.
Dynamic Adverse Selection and Liquidity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 35
Posted: 04 Jun 2018
Last Revised: 24 Jan 2019
Working Paper Series
HEC Paris - Finance Department
There are 2 versions of this paper
Dynamic Adverse Selection and Liquidity
Number of pages: 35
Posted: 16 May 2018
Last Revised: 16 Nov 2018
Downloads
51
Dynamic Adverse Selection and Liquidity
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 35
Posted: 04 Jun 2018
Last Revised: 24 Jan 2019
Downloads
10
Downloads
10
33.
Disastrous Defaults
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59
Posted: 01 Jun 2018
Last Revised: 01 Mar 2019
Working Paper Series
University of Toronto - Department of Economics, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
23
34.
A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 01 Jun 2018
Working Paper Series
Université Paris Dauphine - DRM-CEREG, Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France, University of Paris 13 and Université Paris-Dauphine, PSL Research University
35.
Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59
Posted: 01 Jun 2018
Working Paper Series
Board of Governors of the Federal Reserve System, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads
16
36.
Employment Protection and Share Repurchases: Evidence from Wrongful Discharge Laws
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 59
Posted: 01 Jun 2018
Working Paper Series
Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School - Finance & Accounting Group and University of Massachusetts Lowell
Downloads
26
37.
Monetary Policy and Equity Valuation
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 31 May 2018
Last Revised: 17 Nov 2018
Working Paper Series
John Molson School of Business, Concordia University
Downloads
37
38.
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Working Paper Series
Université Paris-Dauphine, PSL Research University, Tilburg University and Tilburg University - Department of Finance
There are 3 versions of this paper
Are Investors Aware of Ownership Connections?
European Corporate Governance Institute (ECGI) - Finance Working Paper No. 525/2017
Number of pages: 53
Posted: 05 Sep 2017
Last Revised: 07 Feb 2018
Downloads
145
Are Investors Aware of Ownership Connections?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48
Posted: 29 May 2018
Downloads
73
Connected Firms and Investor Myopia
CentER Discussion Paper Series No. 2017-037
Number of pages: 51
Posted: 22 Sep 2017
Downloads
59
Downloads
73
39.
Labor Market Competitor Network and the Transmission of Shocks
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71
Posted: 25 May 2018
Last Revised: 07 Nov 2018
Working Paper Series
Yale University, Department of Economics, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads
355
40.
Contagious Bank Runs and Dealer of Last Resort
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 24 May 2018
Last Revised: 05 Jun 2018
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
46
41.
The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69
Posted: 07 May 2018
Last Revised: 02 Jun 2018
Working Paper Series
University of Washington - Michael G. Foster School of Business, University of Toronto - Rotman School of Management and Arizona State University
Downloads
243
42.
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 30 Apr 2018
Working Paper Series
Banco de España, Banco de España, Banco de España and University of Zurich - Department of Banking and Finance
There are 3 versions of this paper
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Number of pages: 49
Posted: 30 Apr 2018
Last Revised: 07 Aug 2018
Downloads
64
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Banco de Espana Working Paper No. 1832
Number of pages: 49
Posted: 08 Oct 2018
Downloads
21
Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43
Posted: 30 Apr 2018
Downloads
7
Downloads
7
43.
Litigating Innovation: Evidence from Securities Class Action Lawsuits
Number of pages: 68
Posted: 22 Mar 2018
Last Revised: 03 Feb 2019
Working Paper Series
University of Chicago - Booth School of Business and Tilburg University - Department of Finance
Downloads
353
44.
Deposit Windfalls and Bank Reporting Quality: Evidence from Shale Booms
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 58
Posted: 21 Mar 2018
Last Revised: 27 Jul 2018
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads
162
45.
Measuring Skewness Premia
HEC Paris Research Paper No. FIN-2018-1256, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 65
Posted: 20 Mar 2018
Last Revised: 25 Jan 2019
Working Paper Series
HEC Paris - Finance Department
Downloads
250
46.
The Impact of Recency Effects on Stock Market Prices
31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76
Posted: 07 Mar 2018
Last Revised: 11 Feb 2019
Working Paper Series
University of Muenster - Finance Center
Downloads
390
47.
Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends
Fisher College of Business Working Paper No. 2018-03-016, Charles A. Dice Center Working Paper No. 2018-16, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 69
Posted: 14 Feb 2018
Last Revised: 17 Oct 2018
Working Paper Series
Ohio State University and Yale School of Management
Downloads
140
48.
Bitcoin: Learning and Predictability via Technical Analysis
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51
Posted: 13 Feb 2018
Last Revised: 19 Mar 2019
Working Paper Series
University of Denver - Daniels College of Business, Washington University in St. Louis - Olin Business School, University of Denver - Reiman School of Finance, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads
1,130
49.
Marketplace Lending: A New Banking Paradigm?
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 04 Feb 2018
Last Revised: 24 Jan 2019
Working Paper Series
Harvard Business School - Finance Unit and University of Washington - Michael G. Foster School of Business
Downloads
233
50.
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Geneva - Geneva Finance Research Institute (GFRI) and London Business School
There are 2 versions of this paper
Global Portfolio Rebalancing and Exchange Rates
Swiss Finance Institute Research Paper No. 18-03, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 49
Posted: 31 Jan 2018
Last Revised: 05 Jun 2018
Downloads
173
Global Portfolio Rebalancing and Exchange Rates
NBER Working Paper No. w24320
Number of pages: 48
Posted: 21 Feb 2018
Downloads
18
Downloads
173
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